+63.5%
SLB vs EL
+15.2%
+48.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | +13.6% | +15.5% | -1.9% | +11.9% |
| 3M | +1.5% | +20.6% | -19.1% | -0.4% |
| 6M | +23.0% | +10.5% | +12.5% | +23.1% |
| YTD | +51.2% | -1.9% | +53.1% | +54.4% |
| 1Y | +63.5% | +16.1% | +47.4% | +64.8% |
| All | +63.5% | +15.2% | +48.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling